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We consider the d-dimensional diffusion equation for a field phi(x,t) with random initial condition, and observe that, when appropriately scaled, phi(0,t) is Gaussian and Markovian in the limit d->0. This leads via the Majumdar-Sire…

Statistical Mechanics · Physics 2010-08-26 H. J. Hilhorst

The diffusion equation \partial_t\phi = \nabla^2\phi is considered, with initial condition \phi( _x_ ,0) a gaussian random variable with zero mean. Using a simple approximate theory we show that the probability p_n(t_1,t_2) that \phi( _x_…

Condensed Matter · Physics 2009-10-28 Satya N. Majumdar , Clement Sire , Alan J. Bray , Stephen J. Cornell

We consider an arbitrary Gaussian Stationary Process X(T) with known correlator C(T), sampled at discrete times T_n = n \Delta T. The probability that (n+1) consecutive values of X have the same sign decays as P_n \sim \exp(-\theta_D T_n).…

Statistical Mechanics · Physics 2009-11-07 George C. M. A Ehrhardt , Alan J. Bray

We present a new method for extracting the persistence exponent theta for the diffusion equation, based on the distribution P of `sign-times'. With the aid of a numerically verified Ansatz for P we derive an exact formula for theta in…

Statistical Mechanics · Physics 2009-10-31 T. J. Newman , Z. Toroczkai

We compute the persistence for the $2d$-diffusion equation with random initial condition, i.e., the probability $p_0(t)$ that the diffusion field, at a given point ${\bf x}$ in the plane, has not changed sign up to time $t$. For large $t$,…

Statistical Mechanics · Physics 2018-10-17 Mihail Poplavskyi , Gregory Schehr

Consider a real Gaussian stationary process $f_\rho$, indexed on either $\mathbb{R}$ or $\mathbb{Z}$ and admitting a spectral measure $\rho$. We study $\theta_{\rho}^\ell=-\lim\limits_{T\to\infty}\frac{1}{T}…

Probability · Mathematics 2025-04-04 Naomi Feldheim , Ohad Feldheim , Sumit Mukherjee

We introduce a parameter $p$, called partial survival, in the persistence of stochastic processes and show that for smooth processes the persistence exponent $\theta(p)$ changes continuously with $p$, $\theta(0)$ being the usual persistence…

Statistical Mechanics · Physics 2009-10-31 Satya N. Majumdar , Alan J. Bray

The persistence properties of a set of random walkers obeying the A+B -> 0 reaction, with equal initial density of particles and homogeneous initial conditions, is studied using two definitions of persistence. The probability, P(t), that an…

Statistical Mechanics · Physics 2009-11-07 S. J. O'Donoghue , A. J. Bray

We show that the persistence probability $P(t,L)$, in a coarsening system of linear size $L$ at a time $t$, has the finite size scaling form $P(t,L)\sim L^{-z\theta}f(\frac{t}{L^{z}})$ where $\theta$ is the persistence exponent and $z$ is…

Statistical Mechanics · Physics 2009-10-31 G. Manoj , P. Ray

The persistence exponent, theta, is defined by N_F sim t^theta, where t is the time since the start of the coarsening process and the "no-flip fraction", N_F, is the number of points that have not seen a change of "color" since t=0. Here we…

Condensed Matter · Physics 2009-10-31 V. M. Kendon , M. E. Cates , J-C. Desplat

We show that the probability, P_0(l), that the height of a fluctuating (d+1)-dimensional interface in its steady state stays above its initial value up to a distance l, along any linear cut in the d-dimensional space, decays as P_0(l) \sim…

Statistical Mechanics · Physics 2009-10-31 Satya N. Majumdar , Alan J. Bray

We investigate the persistence probability in the Voter model for dimensions d\geq 2. This is achieved by mapping the Voter model onto a continuum reaction-diffusion system. Using path integral methods, we compute the persistence…

Statistical Mechanics · Physics 2009-10-30 M. Howard , C. Godreche

The spatial distribution of persistent spins at zero-temperature in the pure two-dimensional Ising model is investigated numerically. A persistence correlation length, $\xi (t)\sim t^Z$ is identified such that for length scales $r<<\xi (t)$…

Statistical Mechanics · Physics 2009-10-31 S. Jain , H. Flynn

We consider a particle diffusing in the y-direction, dy/dt=\eta(t), subject to a transverse shear flow in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We treat the class of models defined by f(y) = \pm…

Statistical Mechanics · Physics 2009-11-10 Alan J. Bray , Panos Gonos

A `persistence exponent' $\theta$ is defined for nonequilibrium critical phenomena. It describes the probability, $p(t) \sim t^{-\theta}$, that the global order parameter has not changed sign in the time interval $t$ following a quench to…

Condensed Matter · Physics 2009-10-28 S. N. Majumdar , A. J. Bray , S. J. Cornell , C. Sire

We present very accurate numerical estimates of the time and size dependence of the zero-temperature local persistence in the $2d$ ferromagnetic Ising model. We show that the effective exponent decays algebraically to an asymptotic value…

Statistical Mechanics · Physics 2015-05-06 Thibault Blanchard , Leticia F. Cugliandolo , Marco Picco

We consider a directed percolation process at its critical point. The probability that the deviation of the global order parameter with respect to its average has not changed its sign between 0 and t decays with t as a power law. In space…

Statistical Mechanics · Physics 2009-10-31 Klaus Oerding , Frederic van Wijland

In this article, we consider the space-time Fractional (nonlocal) diffusion equation $$\partial_t^\beta u(t,x)={\mathtt{L}_D^{\alpha_1,\alpha_2}} u(t,x), \ \ t\geq 0, \ x\in D, $$ where $\partial_t^\beta$ is the Caputo fractional derivative…

Analysis of PDEs · Mathematics 2020-05-19 Ngartelbaye Guerngar , Erkan Nane , Süleyman Ulusoy , Hans Werner Van Wyk

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

Probability · Mathematics 2015-02-25 Frank Aurzada , Nadine Guillotin-Plantard

We consider the low-temperature coarsening dynamics of a one-dimensional Ising ferromagnet with conserved Kawasaki-like dynamics in the domain representation. Domains diffuse with size-dependent diffusion constant, $D(l) \propto l^\gamma$…

Statistical Mechanics · Physics 2009-11-10 P. Gonos , A. J. Bray
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